+116.9%
JCI vs PTC
+6.0%
+110.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +3.7% |
| 7D | +3.8% | -10.3% | +14.1% | +7.1% |
| 30D | -5.7% | +1.1% | -6.8% | -6.5% |
| 3M | -1.4% | +1.6% | -3.0% | -3.0% |
| 6M | +4.1% | -13.5% | +17.6% | +8.1% |
| YTD | +21.7% | -19.1% | +40.8% | +29.1% |
| 1Y | +36.1% | -33.9% | +70.0% | +56.7% |
| 3Y | +154.4% | -3.9% | +158.3% | +141.4% |
| All | +116.9% | +6.0% | +110.8% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling